Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85930.45 Day 7 4043.02 30-90 Days CB-4 17078.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53449.48 Day 7 6790.09 Open E-10 10133.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99573.43 Day 7 10725.68 30-90 Days E-3 9860.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81867.07 Day 7 2212.69 30-90 Days E-4 5039.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39463.66 Day 7 1419.52 <30 Days E-5 4321.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83225.61 Day 7 11369.13 91-180 Days E-6 330.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104304.13 Day 7 11063.19 <30 Days E-7 399.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80309.54 Day 7 11810.11 30-90 Days E-8 7567.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13304.78 Day 7 509.87 91-180 Days E-9 1240.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103269.98 Day 7 9227.22 Open G-4 13773.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64249.77 Day 7 9617.22 30-90 Days IG-3 9548.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38019.64 Day 7 1860.47 91-180 Days IG-4 4595.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35076.49 Day 7 1982.42 Open IG-5 4969.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43820.02 Day 7 874.95 30-90 Days IG-6 784.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20674.92 Day 7 1910.38 30-90 Days IG-7 2024.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13614.31 Day 7 1985.93 91-180 Days IG-8 790.32 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55041.01 Day 7 5548.61 Open L-1 1184.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79808.12 Day 7 9550.16 30-90 Days L-10 7198.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75622.63 Day 7 2281.60 30-90 Days L-11 2841.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101883.50 Day 7 12102.45 <30 Days L-2 770.25 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87488.28 Day 7 650.10 <30 Days L-3 11175.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23014.23 Day 7 2642.56 Open L-4 4039.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85954.59 Day 7 65.71 <30 Days L-5 8923.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88671.27 Day 7 2562.82 91-180 Days L-6 9638.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55991.51 Day 7 4569.31 91-180 Days L-7 8983.96 No Treasury